Procedures for Reacting to a Change in Distribution

Cited in

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A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
Change-point detection in binomial thinning processes, with applications in epidemiology
The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes
Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
Asymptotic distribution of the delay time in Page's sequential procedure
A neural network approach for the real-time detection of faults
Comments on: ``A note on optimal detection of a change in distribution, by Benjamin Yakir
A less sensitive linear detector for the change point based on kernel smoothing method
Optimality of Non-Restarting CUSUM Charts
Robust dual-CUSUM control charts for contaminated processes
Control charts applying a general sequential test at each sampling point
Quickest detection problems: fifty years later
The continuous run sum chart
Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences
scientific article; zbMATH DE number 7370546 (Why is no real title available?)
Sequential subspace change point detection
Guest Editorial: Eighty Years of Control Charts
Matrices -- compensating the loss of anschauung
Optimal sequential detection by sparsity likelihood
scientific article; zbMATH DE number 269310 (Why is no real title available?)
Second-order optimal sequential tests
Co-design of watermarking and controller for reducing detection delay of replay attacks
Adaptive Change Point Monitoring for High-Dimensional Data
Change-level detection for Lévy subordinators
Sign CUSUM algorithm for change-point detection of the MMPP controlling chain state
Asymptotic optimality theory for active quickest detection with unknown postchange parameters
Univariate fast initial response statistical process control with taut strings
Change-point detection for Lévy processes
A lower confidence bound for the change point after a sequential CUSUM test
New adaptive CUSUM charts for process mean
Sequential nonparametric tests for a change in distribution: an application to detecting radiological anomalies
Impact of compensation coefficients on active sequential change point detection
Sequential change diagnosis revisited and the Adaptive Matrix CuSum
On the minimax optimality of the CUSUM statistic in disorder problems for Brownian motion
Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
Sequential detection and estimation of change-points
On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains
Practical aspects of false alarm control for change point detection: beyond average run length
New characteristics for portfolio surveillance
Input design for detection of abrupt changes in dynamical systems
Monitoring and condition-based maintenance with abrupt change in a system's deterioration rate
CUSUM procedures for monitoring process mean and variability
Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup
The optimal CUSUM control chart with a dynamic non-random control limit and a given sampling strategy for small samples sequence
A dynamic sampling for monitoring nonparametric multivariate processes
Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series
Likelihood Ratio Identities and Their Applications to Sequential Analysis
Data-efficient minimax quickest change detection in a decentralized system
Optimal sequential change detection for fractional diffusion-type processes
Input-output properties of the Page-Hinkley detector
Asymptotically optimal methods of change-point detection for composite hypotheses
Steady-state average run length(s): Methodology, formulas, and numerics
Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
An optimal control chart for finite matrix sequences at some unknown change point
Discord Detection For A Process With A Predefined Interval Of Observations
Evaluatiok of optimum weights and average run lenghts in ewma control schemes
BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE
High-dimensional change-point estimation: combining filtering with convex optimization
The Bethe Hessian and information theoretic approaches for online change-point detection in network data
Discussion on ``Change-points: from sequential detection to biology and back by David Siegmund
Discussion on ``Sequential detection/isolation of abrupt changes by Igor V. Nikiforov
Discussion on ``Sequential detection/isolation of abrupt changes by Igor V. Nikiforov
Efficient sampling in disease surveillance through subpopulations: sampling canaries in the coal mine
Change-points: from sequential detection to biology and back
An improved mixed-homogeneously weighted moving average-CUSUM control chart for efficient monitoring of a process mean
An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure
Study of characteristics of the CUSUM procedure in a change point problem
Adaptive CUSUM control chart with variable sampling intervals
The optimality in non-Bayesian change-point detection for finite observation sequence
Reaction times of monitoring schemes for ARMA time series
Minimax optimality of CUSUM for an autoregressive model
Hot-spots detection in count data by Poisson assisted smooth sparse tensor decomposition
CUMIN charts
Quality control for structural credit risk models
Cusum procedure for monitoring variability
Model misspecification in discrete time Bayesian online change detection
Sequential change detection revisited
Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown
Multi-sensor slope change detection
A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes.
Herbert Robbins and sequential analysis
Monitoring parameter shift with Poisson integer-valued GARCH models
Distribution-free cumulative sum control charts using bootstrap-based control limits
Bandit Change-Point Detection for Real-Time Monitoring High-Dimensional Data Under Sampling Control
Real-time change point detection in linear models using the ranking selection procedure
Estimation of change-point models
Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup
Online change detection of Markov chains with unknown post-change transition probabilities
Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
Optimal sequential kernel detection for dependent processes
Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes
A cumulative score control scheme for detecting process shifts
An adaptive Shiryaev-Roberts procedure for signalling varying location shifts
Sequential change-point detection: computation versus statistical performance
Change acceleration and detection
Compound Sequential Change-point Detection in Parallel Data Streams
A fixed-size sample strategy for the sequential detection and isolation of non-orthogonal alterna\-tives
Change-point monitoring for online stochastic approximations

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